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A Note on the Folding Coupler

Perfect Gibbs sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random vectors. We show that a perfect Gibbs sampling algorithm suggested in the literature is not always generating from the correct distribution. (author's abstract) / Series: Research Report Series / Department of Statistics and Mathematics

Identiferoai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:epub-wu-01_974
Date January 2006
CreatorsHörmann, Wolfgang, Leydold, Josef
PublisherDepartment of Statistics and Mathematics, WU Vienna University of Economics and Business
Source SetsWirtschaftsuniversität Wien
LanguageEnglish
Detected LanguageEnglish
TypePaper, NonPeerReviewed
Formatapplication/pdf
Relationhttp://epub.wu.ac.at/1528/

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